+297.6%
MA vs SPOT
+263.5%
+34.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +2.3% | +1.6% | +0.7% | +2.0% |
| 30D | +14.7% | +17.6% | -2.9% | +10.7% |
| 3M | +13.5% | +26.9% | -13.4% | +7.5% |
| 6M | +33.1% | +41.8% | -8.7% | +22.7% |
| YTD | +15.1% | +3.8% | +11.2% | +12.1% |
| 1Y | +18.7% | -2.5% | +21.2% | +17.1% |
| 3Y | +72.1% | +260.6% | -188.5% | +21.0% |
| 5Y | +92.8% | +108.6% | -15.8% | +46.7% |
| All | +297.6% | +263.5% | +34.2% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling